+1,253.2%
SMH vs D
+767.5%
+485.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -0.5% | -3.6% | +3.1% | +0.7% |
| 3M | -9.6% | -1.0% | -8.7% | -9.6% |
| 6M | +42.1% | +6.3% | +35.8% | +38.0% |
| YTD | +57.4% | +14.7% | +42.7% | +48.7% |
| 1Y | +96.2% | +16.9% | +79.3% | +83.3% |
| 3Y | +267.9% | +56.8% | +211.1% | +197.2% |
| 5Y | +327.7% | +5.2% | +322.5% | +298.6% |
| 10Y | +1,764.6% | +35.9% | +1,728.8% | +1,379.3% |
| All | +1,253.2% | +767.5% | +485.7% | +391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling